-15.1%
MP vs GME
-52.7%
+37.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.9% | +1.0% | +4.4% |
| 7D | -10.5% | +3.7% | -14.2% | -10.9% |
| 30D | -23.5% | +2.2% | -25.7% | -23.8% |
| 3M | -25.4% | +30.6% | -56.1% | -28.2% |
| 6M | -51.3% | -0.2% | -51.1% | -51.5% |
| YTD | -29.9% | +25.1% | -55.0% | -32.4% |
| 1Y | -31.8% | +17.7% | -49.5% | -33.8% |
| 3Y | +127.0% | +85.7% | +41.3% | +59.6% |
| All | -15.1% | -52.7% | +37.7% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling